Hugo van Putten

Flex Capital BV

Waterkers 14

Krimpen Aan Den Ijssel

Holland, 2925 TJ

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 5,252

SSRN RANKINGS

Top 5,252

in Total Papers Downloads

7,920

CITATIONS
Rank 44,516

SSRN RANKINGS

Top 44,516

in Total Papers Citations

10

Scholarly Papers (2)

1.

Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach

Number of pages: 19 Posted: 25 Dec 2012 Last Revised: 16 Jan 2015
Wouter J. Keller and Hugo van Putten
VU University Amsterdam and Flex Capital BV
Downloads 6,398 (967)
Citation 7

Abstract:

Loading...

Tactical Asset Allocation, momentum, trendfollowing

2.

Tactical MPT and Momentum: The Modern Asset Allocation (MAA)

Number of pages: 47 Posted: 31 Dec 2013
Wouter J. Keller and Hugo van Putten
VU University Amsterdam and Flex Capital BV
Downloads 1,522 (11,257)
Citation 4

Abstract:

Loading...

Tactical Asset Allocation, Momentum, Markowitz, Elton, MPT, mean variance, minimum variance, Sharpe, EW, SIM